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Merge pull request #1075 from freqtrade/extract_get_history

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Extract get history from get_signal call
This commit is contained in:
Janne Sinivirta 2018-07-27 20:54:20 +03:00 committed by GitHub
commit a3d870ad3e
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4 changed files with 17 additions and 27 deletions
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9
freqtrade/freqtradebot.py
View File

@ -330,7 +330,9 @@ class FreqtradeBot(object):
# Pick pair based on buy signals
for _pair in whitelist:
(buy, sell) = self.strategy.get_signal(self.exchange, _pair, interval)
thistory = self.exchange.get_ticker_history(_pair, interval)
(buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
if buy and not sell:
return self.execute_buy(_pair, stake_amount)
return False
@ -495,8 +497,9 @@ class FreqtradeBot(object):
(buy, sell) = (False, False)
experimental = self.config.get('experimental', {})
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
(buy, sell) = self.strategy.get_signal(self.exchange,
trade.pair, self.strategy.ticker_interval)
ticker = self.exchange.get_ticker_history(trade.pair, self.strategy.ticker_interval)
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
ticker)
should_sell = self.strategy.should_sell(trade, current_rate, datetime.utcnow(), buy, sell)
if should_sell.sell_flag:

4
freqtrade/strategy/interface.py
View File

@ -13,7 +13,6 @@ from pandas import DataFrame
from freqtrade import constants
from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
@ -107,14 +106,13 @@ class IStrategy(ABC):
dataframe = self.populate_sell_trend(dataframe)
return dataframe
def get_signal(self, exchange: Exchange, pair: str, interval: str) -> Tuple[bool, bool]:
def get_signal(self, pair: str, interval: str, ticker_hist: List[Dict]) -> Tuple[bool, bool]:
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format ANT/BTC
:param interval: Interval to use (in min)
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
ticker_hist = exchange.get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return False, False

30
freqtrade/tests/strategy/test_interface.py
View File

@ -20,74 +20,62 @@ _STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
def test_returns_latest_sell_signal(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
exchange = get_patched_exchange(mocker, default_conf)
assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval'])
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
None)
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval'])
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], 1)
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([])
)
assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
oldtime = arrow.utcnow().shift(minutes=-16)
@ -96,7 +84,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
_STRATEGY, 'analyze_ticker',
return_value=DataFrame(ticks)
)
assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
assert log_has(
'Outdated history for pair xyz. Last tick is 16 minutes old',
caplog.record_tuples

1
freqtrade/tests/test_freqtradebot.py
View File

@ -47,6 +47,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
:return: None
"""
freqtrade.strategy.get_signal = lambda e, s, t: value
freqtrade.exchange.get_ticker_history = lambda p, i: None
def patch_RPCManager(mocker) -> MagicMock: